Freehold Royalties Ltd (FRU.TO)
14.00
+0.04
(+0.29%)
CAD |
TSX |
May 02, 16:00
Freehold Royalties Max Drawdown (5Y): 81.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.48% |
March 31, 2024 | 81.48% |
February 29, 2024 | 81.48% |
January 31, 2024 | 81.48% |
December 31, 2023 | 81.48% |
November 30, 2023 | 81.48% |
October 31, 2023 | 81.48% |
September 30, 2023 | 81.48% |
August 31, 2023 | 81.48% |
July 31, 2023 | 81.48% |
June 30, 2023 | 81.48% |
May 31, 2023 | 81.48% |
April 30, 2023 | 81.48% |
March 31, 2023 | 81.48% |
February 28, 2023 | 81.48% |
January 31, 2023 | 81.48% |
December 31, 2022 | 81.48% |
November 30, 2022 | 81.48% |
October 31, 2022 | 81.48% |
September 30, 2022 | 81.48% |
August 31, 2022 | 81.48% |
July 31, 2022 | 81.48% |
June 30, 2022 | 81.48% |
May 31, 2022 | 81.48% |
April 30, 2022 | 81.48% |
Date | Value |
---|---|
March 31, 2022 | 81.48% |
February 28, 2022 | 81.48% |
January 31, 2022 | 81.48% |
December 31, 2021 | 81.48% |
November 30, 2021 | 81.48% |
October 31, 2021 | 81.48% |
September 30, 2021 | 81.48% |
August 31, 2021 | 81.48% |
July 31, 2021 | 81.48% |
June 30, 2021 | 81.48% |
May 31, 2021 | 81.48% |
April 30, 2021 | 81.48% |
March 31, 2021 | 81.48% |
February 28, 2021 | 81.48% |
January 31, 2021 | 81.48% |
December 31, 2020 | 81.48% |
November 30, 2020 | 81.48% |
October 31, 2020 | 81.48% |
September 30, 2020 | 81.48% |
August 31, 2020 | 81.48% |
July 31, 2020 | 81.48% |
June 30, 2020 | 81.48% |
May 31, 2020 | 81.48% |
April 30, 2020 | 81.48% |
March 31, 2020 | 81.48% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
66.16%
Minimum
May 2019
81.48%
Maximum
Mar 2020
78.93%
Average
81.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
Canadian Overseas Petroleum Ltd | 99.67% |
James Bay Resources Ltd | 91.94% |
Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5503 |
Beta (5Y) | 2.010 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.29% |
Historical Sharpe Ratio (5Y) | 0.3362 |
Historical Sortino (5Y) | 0.4019 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.09% |